-35.5%
RBLX vs SAN
+401.2%
-436.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +10.2% | +3.3% | +6.9% | +8.8% |
| 30D | +18.6% | +1.1% | +17.5% | +18.0% |
| 3M | +6.0% | +22.2% | -16.2% | -2.0% |
| 6M | -29.5% | +36.0% | -65.5% | -37.8% |
| YTD | -44.7% | +28.2% | -72.9% | -50.3% |
| 1Y | -65.1% | +54.1% | -119.2% | -70.9% |
| 3Y | +54.5% | +354.2% | -299.7% | -17.3% |
| 5Y | -46.3% | +387.3% | -433.6% | -75.1% |
| All | -35.5% | +401.2% | -436.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling